Slitherine

The thing I still find frustrating about Norway as the Axis is that the Brit planes fly in on the first turn of the invasion, then fly out when Norway falls. But the Germans take 6 or 7 turns (4 or 5 months??) to trudge up to reclaim the cities. I assume it's just me bothered by this. Could there be a training option if the enemy-controlled city isn't enemy held?

That is more or less what actually happened, although a bit accentuated. The Germans did have to do a lot of trudging to occupy Norway, although they were helped by the relatively good roads.

This is less of an issue now with 5 Norwegian cities and rail capacity in Norway. Britain can usually occupy 1-2 cities and you can rail close to the cities to retake them. Trondheim is the most vulnerable one because there are no cities nearby. So getting a corps to Oslo and then move via the Gudbrandsdalen or Østerdalen (2 main valleys between Oslo and Trondheim) to Trondheim is a good idea.